Stabile, Giovanni A (1994) Settlement method of Eurodollar futures and the expiration day effects. Masters thesis, Concordia University.
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Abstract
"This paper examines any abnormal change in the trading volume, three-month LIBOR, daily and intraday volatility of Eurodollar futures prices around expiration days over a ten year period."--Abstract.
| Divisions: | Concordia University > John Molson School of Business |
|---|---|
| Item Type: | Thesis (Masters) |
| Authors: | Stabile, Giovanni A |
| Pagination: | ix, 111 leaves ; 29 cm. |
| Institution: | Concordia University |
| Degree Name: | Theses (M.Sc.Admin.) |
| Program: | Faculty of Commerce and Administration |
| Date: | 1994 |
| Thesis Supervisor(s): | Park, Tae H |
| ID Code: | 4200 |
| Deposited By: | Concordia University Libraries |
| Deposited On: | 27 Aug 2009 15:37 |
| Last Modified: | 08 Dec 2010 10:37 |
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